+141.6%
FITB vs AEE
+65.0%
+76.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | +2.8% | +1.7% | +1.1% | +2.2% |
| 30D | +9.8% | +9.7% | 0.0% | +6.7% |
| 3M | -5.2% | +5.9% | -11.1% | -6.9% |
| 6M | +17.3% | +6.7% | +10.6% | +14.7% |
| YTD | +19.3% | +17.4% | +1.9% | +12.9% |
| 1Y | +32.7% | +12.7% | +20.0% | +27.2% |
| 3Y | +141.6% | +68.2% | +73.4% | +82.4% |
| All | +141.6% | +65.0% | +76.6% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AEE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling